RATS for UNIX 7.10. Run on Jul 15 2015
(c) 1992-2007 Thomas A. Doan. All rights reserved

Linear Regression - Estimation by Least Squares
HAC Standard Errors with Newey-West/Bartlett Window and 4 Lags
Dependent Variable BK_REVGAPSQ
Quarterly Data From 1966:01 To 2006:04
Usable Observations    164      Degrees of Freedom   162
Centered R**2     0.005820      R Bar **2  -0.000317
Uncentered R**2   0.320051      T x R**2      52.488
Mean of Dependent Variable      0.4771514981
Std Error of Dependent Variable 0.7040411316
Standard Error of Estimate      0.7041526614
Sum of Squared Residuals        80.324617219
Log Likelihood                    -174.17512
Durbin-Watson Statistic             0.316280

   Variable                     Coeff       Std Error      T-Stat     Signif
*******************************************************************************
1.  Constant                  0.505548987  0.125694593      4.02204  0.00005770
2.  DUM98Q1                  -0.129366338  0.180092434     -0.71833  0.47255199

Difference in means =       -0.12937

Statistics on Series T_OVN_RMSE
Quarterly Data From 1947:01 To 3196:04
Observations              5000
Sample Mean          -0.003968      Variance            1.495205
Standard Error        1.222786      of Sample Mean      0.017293
t-Statistic (Mean=0) -0.229475      Signif Level        0.818509
Skewness             -0.165224      Signif Level (Sk=0) 0.000002
Kurtosis (excess)     0.040687      Signif Level (Ku=0) 0.557302
Jarque-Bera          23.093985      Signif Level (JB=0) 0.000010

Minimum              -4.695798      Maximum             5.099646
01-%ile              -2.995779      99-%ile             2.694899
05-%ile              -2.096337      95-%ile             1.919860
10-%ile              -1.602421      90-%ile             1.510744
25-%ile              -0.784719      75-%ile             0.838450
Median                0.043243

